+30.0%
CL vs BUD
+46.3%
-16.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.8% | -5.7% | +0.8% | -3.3% |
| 3M | +4.9% | +3.1% | +1.8% | +3.9% |
| 6M | -5.7% | +7.9% | -13.6% | -7.9% |
| YTD | +14.4% | +27.3% | -13.0% | +7.2% |
| 1Y | +8.7% | +37.8% | -29.1% | 0.0% |
| 3Y | +30.0% | +49.8% | -19.9% | +16.2% |
| All | +30.0% | +46.3% | -16.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling